000			01926cam a2200205 i 4500
020			_a9781119835554
041			_aENG
082	0	0	_a332.6320 _bTUC
100	1		_aTuckman, Bruce,
245	1	0	_aFixed income securities : _btools for today's markets / _cBruce Tuckman, Angel Serrat.
250			_a4th ed.
260			_aNew Jersey: _bWiley, _c2022.
300			_axiii, 542 pages ; _c24 cm.
500			_aIncludes bibliographical references and index.
505			_aPrices, Discount Factors, and Arbitrage Swap, Spot, and Forward Rates Returns, Yields, Spreads, and P&L Attribution DV01, Duration, and Convexity Key-Rate-, Partial-, and Forward-Bucket '01s and Durations Regression Hedging and Principal Component Analysis Arbitrage Pricing with Term Structure Models Expectations, Risk Premium, Convexity, and the Shape of the Term Structure The Vasicek and Gauss Models Repurchase Agreements and Financing Note and Bond Futures Short-Term Rates and Their Derivatives Interest Rate Swaps Corporate Debt and Credit Default Swaps Mortgages and Mortgage-Backed Securities Fixed Income Options
520			_a"Fixed-income securities traditionally promised fixed cash flows (like bonds), but there have been many newly-created fixed income securities for which the promised cash flows depend on the level of interest rates, making them hard to value. This revised book covers the most advanced thinking in the field and comprehensively shows how to value the complete universe of fixed income securities. Included are all the latest fixed income securities valuation models and techniques, and their applications in real world situations. The fourth edition will include a completely new intro chapter on global markets that reflects the numerous changes since the Crash of 2008, and updates throughout the rest of the book"--
650		0	_aFixed-income securities.
700	1		_aSerrat, Angel,
942			_2ddc _cBK
999			_c23217 _d23217